ξ Ksi Factsheet

Inception date : 4/11/23 - / Long Only

Dual Strategy Overview

This strategy is a sophisticated blend of two distinct algorithms designed to navigate both bear and bull markets effectively:

  • Bear Market Algorithm: Focuses exclusively on Bitcoin, employing a high-frequency trading approach to capitalize on market downturns.
  • Bull Market Algorithm: Expands the trading scope to include both Bitcoin and altcoins, optimizing for periods of favorable market conditions.

Execution Details

The execution of this strategy is theoretical but comprehensively accounts for all associated execution costs, including both fees and slippage, to ensure accuracy in performance prediction:

  • Bear Market Execution Costs: Slippage is calculated at -0.017964932% per trade, specifically for Bitcoin transactions.
  • Bull Market Execution Costs: Slippage averages -0.4520539% per trade, with adjustments made regularly based on live execution data to maintain accuracy.

Execution on Exchange Platform

Since February 17, 2024, the strategy has been implemented on the exchange platform Binance, and the execution on this platform aligns perfectly with the theoretical model previously described. This congruence underscores the strategy's robustness and its adaptability to live market conditions. Here are the key points of this execution on the exchange platform:

  • Perfect Alignment: The execution on the exchange platform Binance since February 17 demonstrates a flawless match with the theoretical execution, including adherence to expected costs related to fees and slippage for both bear and bull market conditions.
  • Execution Accuracy: The precise execution on the exchange platform reaffirms the strategy's potential and its calculated approach to navigating the complexities of the cryptocurrency market.

Performance analysis

Here are year-by-year comparative performance charts for strategy ξ Ksi versus Bitcoin.

On the graph, performance is expressed in multiples (×2, ×3, etc.) of the starting stack set at 1 on January 1 of the year shown.

We also show total annual performance in %.

The scale used is logarithmic: this has the advantage of representing similar rises and falls in % with the same amplitude at any point in the chart's evolution. This makes it possible to compare and measure risks across the entire chart within a single year.

2024 :

26.86%

vs BTC :

54.29%

Beats BTC 27.97% of the time

2023 :

149.61%

vs BTC :

154.49%

Beats BTC 16.86% of the time

2022 :

0.73%

vs BTC :

-65.37%

Beats BTC 92.33% of the time

2021 :

8,974.77%

vs BTC :

57.19%

Beats BTC 99.18% of the time

2020 :

322.13%

vs BTC :

302.96%

Beats BTC 86.42% of the time

2019 :

4.85%

vs BTC :

85.14%

Beats BTC 23.13% of the time

Drawdown analysis